Loading…

TUPlan is an independent, student-built planning aid. It is not affiliated with, endorsed by, or operated by TU Darmstadt. TUCaN remains the system of record for registration, exams and grades.

Impressum Privacy Terms

04-00-0084 Einführung in die Finanzmathematik · TUPlan

← All courses

04-00-0084

Einführung in die Finanzmathematik

FB04 Mathematics · Offered in SoSe 2026

No grade data reported for this course yet.

Grade distributions arrive when a student who took the course opens their Notenspiegel with the TUPlan extension installed.

Install the extension (opens in a new tab)Not in the Chrome Web Store yet — for now the link goes to a store search.

Was this course worth it?

No ratings yet — be the first.

Your vote is stored against a random id in this browser. No account, nothing that identifies you.

Weekly sessions · SoSe 2026

Mon09:50–11:30S208/171 · Vorlesung und Übung
Mon11:40–13:20S105/23 · Übung 1
Mon13:30–15:10S102/244 · Übung 3
Tue11:40–13:20S105/24 · Übung 2

Parts

04-00-0084-vuLecture with exercise3 contact h/week

Language: Deutsch
Taught by: Prof. Dr. rer. nat. Michael Kohler, M.Sc. Alisha Jessica Lilli Sänger

Course content

Optionen, Arbitragegrenzen, Ein-Perioden-Modell, stochastische Integrale, Gleichung des Aktienpreises, Ito-Formel, Black-Scholes-Formel, Bewertung von Optionen mit numerischen Verfahren.

Exam dates

No exam date published.

Add to planner

Times, rooms and details come from TUCaN and may be out of date. Report something wrong